+350.7%
NBTB vs VT
+355.4%
-4.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | +1.5% | -0.1% | +1.7% | +1.6% |
| 30D | +6.7% | -3.1% | +9.8% | +9.6% |
| 3M | +2.6% | -3.5% | +6.1% | +5.7% |
| 6M | +19.0% | +0.5% | +18.6% | +17.6% |
| YTD | +31.8% | +10.8% | +21.1% | +18.4% |
| 1Y | +33.1% | +11.9% | +21.2% | +18.3% |
| 3Y | +71.9% | +73.0% | -1.1% | +1.6% |
| 5Y | +62.7% | +58.6% | +4.1% | +2.5% |
| 10Y | +91.9% | +219.2% | -127.3% | -38.6% |
| All | +350.7% | +355.4% | -4.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling